Darn it. I'm in this same boat. I got a 16" MBP delivered 5/29. I have it hooked up to a Belkin Thunderbolt 3 Dock Pro with Displayport to a Dell U2719DX. I also run 99% clamshell. What a nightmare. The machine reboots every time the screen blanks, which I have set to 10 minutes. I'm 3 days into this machine and it has rebooted probably 30 times.
Often when it does go to blank I can't wake it up. I'm hitting all the keys on my logitech keyboard and clicking the mouse, but the MBP won't wake up. So I open the laptop and start mashing keys in there. Nothing.
But my favorite is when it goes to sleep and then the fans come on full blast. I can't see why because I can't wake it up - and then suddenly it let's out a big POOF sound and the machine shuts off. It's collapsing under thermal overload I'm guessing.
Reading online before the machine arrived I was hoping OSX 10.5.5 would solve it, but I'm having nothing but problems.
I'll also have to return it if it's not working by the time the return window is up. I can't have a machine this expensive be so unusable.